+36.6%
ALL vs IRE
-84.4%
+121.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.0% | -15.3% | -0.7% |
| 7D | 0.0% | +54.8% | -54.8% | +2.2% |
| 30D | -1.5% | +18.4% | -19.9% | 0.0% |
| 3M | +23.6% | -66.7% | +90.4% | +22.1% |
| 6M | +22.3% | -52.3% | +74.7% | +24.4% |
| YTD | +26.5% | -52.3% | +78.8% | +30.5% |
| All | +36.6% | -84.4% | +121.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling